Painful Bump on outside of upper thigh

ok so, I'm just merely curious as to exactly what this was that was on the outside of my upper right thigh. It itched like a mosquito bite at first, but because it was in such a precarious place, it never really was noticeable until yesterday after I came home from a trip to an amusement park. It was painful. Extremely tender and had a bluish red tint to it underneath the skin, like a pimple head almost but not protruding. I decided to give it the night to see if that helped but it didn't at all. I'd had a similar bump before but it didn't have the blue-red tip like this one did. Nonetheless, I decided to do what I did with the last one and pop it with a sterile needle.
Just like the last one, I barely had to break the skin before the slimy pus began to pour out. Except this time it was more like slimy blood, so I got myself a warm wash rag with some antibacterial soap on it and compressed and squeezed a little more pus out and then cleaned the wound with the rag before placing an antibacterial bandage on it.
The pain relief was almost instant with the removal of the bloody pus, and now the bump is only mildly painful (I can barely feel it), and the swelling has went down some. The only other pain I feel is the sore muscles from all that walking yesterday.
I'm just wondering if I have anything to worry about or if there's anything I can do to help heal this faster and prevent these things from happening again. Could it have been a boil, or a blood blister formed underneath the skin because of all that rubbing of lap belts and harnesses on the roller coasters? Or is this just a simple case of a blocked pore or a pimple that just went untreated for too long? Any answers you have I would appreciate immensely.